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We experimentally study the fluctuations of the work done by an external Gaussian random force on two different stochastic systems coupled to a thermal bath: a colloidal particle in an optical trap and an atomic force microscopy cantilever.…

Statistical Mechanics · Physics 2010-04-20 Juan Ruben Gomez-Solano , Ludovic Bellon , Artyom Petrosyan , Sergio Ciliberto

Fluctuations affect nanoporous transport in complex and intricate ways, making optimization of signal-to-noise in artificial designs challenging. Here we focus on the simplest nanopore system, where non-interacting particles diffuse through…

Soft Condensed Matter · Physics 2021-05-19 Sophie Marbach

It has recently been pointed out that Hamiltonian particle systems in constant magnetic fields satisfy generalized time-reversal symmetries that enable to prove useful statistical relationships based on equilibrium phase-space probability…

Statistical Mechanics · Physics 2021-02-24 Alessandro Coretti , Lamberto Rondoni , Sara Bonella

The Fluctuation Relation (FR) is an asymptotic result on the distribution of certain observables averaged over time intervals T as T goes to infinity and it is a generalization of the fluctuation--dissipation theorem to far from equilibrium…

Statistical Mechanics · Physics 2009-11-10 A. Giuliani , F. Zamponi , G. Gallavotti

We show that the general two-variable Langevin equations with inhomogeneous noise and friction can generate many different forms of power-law distributions. By solving the corresponding stationary Fokker-Planck equation, we can obtain a…

Statistical Mechanics · Physics 2015-08-10 Jiulin Du

We study the statistical properties of overdamped particles driven by two cross-correlated multiplicative Gaussian white noises in a time-dependent environment. Using the Langevin and Fokker-Planck approaches, we derive the exact…

Statistical Mechanics · Physics 2016-08-16 S. I. Denisov , A. N. Vitrenko , W. Horsthemke , P. Hänggi

Flow and Diffusion Distributed Structures (FDS) are stationary spatially periodic patterns that can be observed in reaction-diffusion-advection systems. These structures arise when the flow rate exceeds a certain bifurcation point provided…

Pattern Formation and Solitons · Physics 2007-11-19 Pavel V. Kuptsov , Razvan A. Satnoianu

A unified derivation of the off equilibrium fluctuation dissipation relations (FDR) is given for Ising and continous spins to arbitrary order, within the framework of Markovian stochastic dynamics. Knowledge of the FDR allows to develop…

Statistical Mechanics · Physics 2009-06-15 Eugenio Lippiello , Federico Corberi , Alessandro Sarracino , Marco Zannetti

Within the universality class of ferromagnetic vector models with O(n) symmetry and purely dissipative dynamics, we study the non-equilibrium critical relaxation from a magnetized initial state. Transverse correlation and response functions…

Statistical Mechanics · Physics 2011-02-16 Pasquale Calabrese , Andrea Gambassi

The problem of biological motion is a very intriguing and topical issue. Many efforts are being focused on the development of novel modeling approaches for the description of anomalous diffusion in biological systems, such as the very…

We reformulate stochastic thermodynamics in terms of noise realizations for Langevin systems in contact with multiple reservoirs and investigated the structure of the second laws of thermodynamics. We derive a hierarchy of fluctuation…

Statistical Mechanics · Physics 2020-01-08 Jae Sung Lee , Hyunggyu Park

Complex dynamical systems which are governed by anomalous diffusion often can be described by Langevin equations driven by L\'evy stable noise. In this article we generalize nonlinear stochastic differential equations driven by Gaussian…

Statistical Mechanics · Physics 2015-06-18 Rytis Kazakevicius , Julius Ruseckas

Nonergodic Brownian motion is elucidated within the framework of the generalized Langevin equation. For thermal noise yielding either a vanishing or a divergent zero-frequency friction strength, the non-Markovian Browninan dynamics exhibits…

Statistical Mechanics · Physics 2007-05-23 Jing-Dong Bao , Yi-Zhong Zhuo , Fernando A. Oliveira , Peter Hänggi

Current fluctuations and related steady state fluctuation relation are investigated in simple coarse-grained lattice-gas analogs of a non-Newtonian fluid driven by a constant and uniform force field, in two regimes of small entropy…

Statistical Mechanics · Physics 2009-07-28 Mauro Sellitto

We consider a particle, confined to a moving harmonic potential, under the influence of friction and external asymmetric Poissonian shot noise (PSN). We study the fluctuations of the work done to maintain this system in a nonequilibrium…

Statistical Mechanics · Physics 2009-04-01 A. Baule , E. G. D. Cohen

The work fluctuations of an oscillator in contact with a thermostat and driven out of equilibrium by an external force are studied experimentally and theoretically within the context of Fluctuation Theorems (FTs). The oscillator dynamics is…

Statistical Mechanics · Physics 2007-05-23 Frederic Douarche , Sylvain Joubaud , Nicolas B. Garnier , Artem Petrosyan , Sergio Ciliberto

A Langevin equation with a special type of additive random source is considered. This random force presents a fractional order derivative of white noise, and leads to a power-law time behavior of the mean square displacement of a particle,…

chao-dyn · Physics 2009-10-31 V. Kobelev , E. Romanov

We study the dynamics of fronts when both inertial effects and external fluctuations are taken into account. Stochastic fluctuations are introduced as multiplicative noise arising from a control parameter of the system. Contrary to the…

Statistical Mechanics · Physics 2009-10-31 Jose M. Sancho , Angel Sanchez

Steady-state currents generically occur both in systems with continuous translation invariance and in nonequilibrium settings with particle drift. In either case, thermal fluctuations advected by the current act as a source of noise for…

Statistical Mechanics · Physics 2025-03-05 Ewan McCulloch , Romain Vasseur , Sarang Gopalakrishnan

Brownian yet non-Gaussian processes have recently been observed in numerous biological systems and the corresponding theories have been built based on random diffusivity models. Considering the particularity of random diffusivity, this…

Statistical Mechanics · Physics 2022-08-31 Xudong Wang , Yao Chen